+980.0%
SMCI vs CRL
-37.1%
+1,017.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.9% | +5.3% | +6.5% |
| 7D | +1.3% | -3.5% | +4.8% | +2.9% |
| 30D | +6.6% | -2.1% | +8.8% | +7.4% |
| 3M | +25.4% | +48.0% | -22.5% | +3.6% |
| 6M | +26.1% | +64.7% | -38.6% | -1.3% |
| YTD | +37.0% | +39.5% | -2.5% | +15.3% |
| 1Y | -8.8% | +74.2% | -83.0% | -30.7% |
| 3Y | +44.6% | +39.4% | +5.2% | +18.2% |
| All | +980.0% | -37.1% | +1,017.1% | +720.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CRL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling